Finance - Controllers Modeling - Analyst / Associate - Bengaluru

Location(s) IN-Bengaluru
Job ID
2020-60077
Schedule Type
Full Time
Level
Analyst
Function(s)
Engineering, Quant/Strats
Region
India
Division
Finance
Business Unit
Controllers Modelling
Employment Type
Employee

MORE ABOUT THIS JOB

Controllers Modelling

 

We are currently seeking candidates for the Controllers Modeling (CM) group within Finance Division. CM is a multidisciplinary group of quantitative experts focusing on independent price verification, regulatory capital measurement and stress tests architecture. The group is primarily responsible for modeling and quantifying market risk and market risk capital pertaining to the three areas mentioned.

 

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

The responsibilities would include:

  • Developing price verification, capital or stress test models. Models must capture the economic and statistical properties of the underlying market risk factors. An Analyst/Associate will analyze the quality and availability of data inputs to the models, and will design them accordingly.
  • Providing ongoing testing and support for existing models.
  • Documentation and quality control of models.
  • Performing exotic structure pricing analyses.

 

Opportunities

In performing his/her job function an Analyst/Associate will have the following opportunities:

  • Broad exposure to pricing and calibration models for a variety of products
  • Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate market risk measurements.
  • Development of quantitative and programming skills as well as product and market knowledge.
  • Opportunities to work with product controllers in various areas of the firm.
  • Dynamic team work environment.

 

Qualifications

  • PhD or Master’s or Bachelors degree candidate in a quantitative field such as mathematics, physics, statistics or engineering.
  • Excellent command of mathematics, modeling and numerical algorithms. Good knowledge of statistics and time series analysis is a definite plus.
  • Strong programming skills and experience with an object oriented programming language (Java, Python ok, C++ preferred).
  • Strong written and verbal communication skills.
  • Self-motivated team player

ABOUT GOLDMAN SACHS

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity